Research Workshops

Econometrics and Statistics Colloquium

Paper and titles will be posted on this page when they become available. If you have any questions about the schedule, please email Melissa Johnsen or phone her at (773) 702-7099.

Please see the individual dates for meeting times and places.


Winter Quarter 2009

January 8, 1:20-2:50 pm, HC C05
Bayesian Adjustment for Multiplicity in Large Model-Selection Problems
"Bayes and Empirical-Bayes Multiplicity Adjustment in the Variable-Selection Problem"
(paper talk is based on)
James Scott, Duke University

January 15, 11:00 am - 12:30 pm, HC C10
"Estimation and Inference with Many Moment Inequalities"
Konrad Menzel, MIT

January 22, 11:00 am - 12:30 pm, HC C10
"The Term Structure of Variance Risk Premia"
Dante Amengual, Princeton University

January 29, 11:00 am - 12:30 pm, HC C10
"Robust Confidence Intervals in Nonlinear Regression under Weak Identification"
Xu Cheng, Yale University

February 5, 11:00 am - 12:30 pm, HC C10
"Subsampling High Frequency Data"
Ilze Kalnina, London School of Economics

February 12, 11:00 am - 12:30 pm, HC C10
"A General Framework for Observation Driven Time-Varying Parameter Models"
Drew Creal, University of Washington

February 13, FRIDAY, 11:00 am - 12:30 pm, HC C10
"Nonparametric Inference of Quantile Curves for Non-Stationary Time Series"
Zhou Zhou, University of Chicago

February 19, 1:20-2:50 pm, HC C05

February 26, 1:20-2:50 pm, HC C05
"Defining Predictive Probability Functions for Species Sampling Models"
Peter Müller, Department of Biostatistics, M. D. Anderson Cancer Center

March 5, 1:20-2:50 pm, HC C05
"Bayesian Grouped Factor Models"
Merrill Liechty, Drexel University

March 12, 1:20-2:50 pm, HC C05
"Corporate Credit Spreads Under Parameter Uncertainty"
Arthur Korteweg, Stanford University

March 17, 12:00-1:30 pm, HC C05 *(Special day and time)*
"Shrinkage Regression for Multivariate Inference with Missing Data, with an Application to Portfolio Balancing "
"On Estimating Covariances Between Many Assets with Histories of Highly Variable Length" (paper talk is based on)

Robert B. Gramacy , University of Cambridge

March 19, 1:20-2:50 pm, HC C05
"Control Variates for Reversible MCMC Samplers"
Petros Dellaportas, Athens University of Economics and Business

Past Workshops

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